+105.2%
CTVA vs RL
+241.4%
-136.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | +12.0% | -12.2% | +24.3% | +14.9% |
| 3M | +13.5% | -6.6% | +20.1% | +14.7% |
| 6M | +12.1% | +3.2% | +9.0% | +10.2% |
| YTD | +29.0% | -1.3% | +30.3% | +27.9% |
| 1Y | +18.9% | +13.6% | +5.3% | +13.9% |
| 3Y | +78.9% | +210.9% | -132.0% | +31.9% |
| 5Y | +105.2% | +246.9% | -141.6% | +39.5% |
| All | +105.2% | +241.4% | -136.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling